Rapport de Backtest
Stratégie: SimpleMaManaged | Ticker: AAPL | Période: 2024-01-02 → 2025-10-31
Performance
| CAGR | 6.24% |
|---|
| Max Drawdown | 4.64% |
|---|
| Ulcer Index | 0.02 |
|---|
Trades
| Total | 6 |
Win Rate | 50.00% |
| Profit Factor | 3.04 |
Payoff Ratio | 3.04 |
Tableau des Trades
| Open |
Close |
Side |
Size |
Entry |
Exit |
Net PnL |
Ret % |
Dur (j) |
| 2024-05-06 04:00:00 |
2024-06-12 04:00:00 |
Long |
15 |
181.14 |
205.68 |
662.58 |
13.55% |
37 |
| 2024-08-22 04:00:00 |
2024-09-17 04:00:00 |
Long |
15 |
226.85 |
214.20 |
-290.87 |
-5.57% |
26 |
| 2024-09-30 04:00:00 |
2024-10-02 04:00:00 |
Long |
15 |
229.09 |
224.28 |
-105.85 |
-2.10% |
2 |
| 2024-11-27 05:00:00 |
2024-12-17 05:00:00 |
Long |
15 |
233.76 |
248.59 |
311.44 |
6.34% |
20 |
| 2025-02-19 05:00:00 |
2025-02-28 05:00:00 |
Long |
15 |
244.18 |
235.77 |
-176.65 |
-3.44% |
9 |
| 2025-05-05 04:00:00 |
2025-08-14 04:00:00 |
Long |
15 |
202.71 |
233.51 |
770.02 |
15.19% |
101 |